+327.3%
GDX vs IONS
-36.2%
+363.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.7% |
| 7D | -4.6% | -29.6% | +25.1% | -2.1% |
| 30D | -6.2% | -35.6% | +29.4% | -3.0% |
| 3M | -10.0% | -51.7% | +41.7% | -4.8% |
| 6M | -15.8% | -64.0% | +48.2% | -9.1% |
| YTD | -4.6% | -65.5% | +60.9% | +3.3% |
| 1Y | +4.0% | -62.4% | +66.4% | +11.9% |
| 3Y | +211.1% | -41.1% | +252.2% | +219.2% |
| 5Y | +152.3% | -16.5% | +168.7% | +153.1% |
| All | +327.3% | -36.2% | +363.5% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling